Position weighting by time of year?

Is it possible to weight the position size by calendar months? I have a short model that does well from May - October, but just minimal positive performance in the November - April time period. Can I set a Screen to adjust the position size (or overall portfolio cash) by month?

Thx, Ed.

Just thinking out loud. You could run two (or more) sims in a book. One that shorts your stocks year round, one with entry rules that only shorts from Novermber to April (or more than one of either if you need a ratio other than 50/50).

If you just need all stocks or all cash you could do it in a single portfolio sim.

–Tom C

Thanks Tom, I’ll try that if need be. I’m really hoping to weight positions 100% from May - October and then something on the order of 50% the remainder of the year. Maybe play with those numbers if calendar-based weighting is possible.